-37.8%
ZS vs JBHT
+29.5%
-67.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -3.0% |
| 7D | -16.9% | -1.6% | -15.3% | -16.7% |
| 30D | -7.4% | -2.3% | -5.2% | -7.2% |
| 3M | +21.6% | -18.5% | +40.0% | +22.5% |
| 6M | +42.4% | -11.3% | +53.6% | +45.0% |
| YTD | -12.1% | +12.6% | -24.7% | -11.6% |
| 1Y | -37.8% | +29.8% | -67.6% | -38.2% |
| All | -37.8% | +29.5% | -67.4% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling